Reference date: | April 1, 2024 |
Currency | RUB |
Units | 1 000 000 |
FX and precious metals market | Securities market | Derivatives market | Standardised OTC derivatives market | |
Hypothetical capital (KCCP) | 8.63 | 4 383.90 | 49.81 | 26.32 |
C-factor | 0.16% | 47.81% | 1.95% | 1.49% |
DFCM | 3 300.00 | 2 270.00 | 1 060.00 | 770.00 |
DFCCP | 2 600.00 | 6 900.00 * | 1 500.00 | 1 000.00 |
*including additional dedicated CCP capital in amount of 3,5 billion RUB